Using Google DNS worked! But I’d like to understand why exactly.
I found an answer here that worked :
https://www.reddit.com/r/pihole/comments/c3z5l6/psa_plex_secure_on_lan_while_using_unbound/
Basically for anyone using Pihole with Unbound as the upstream resolver. Or just anyone that uses Unbound DNS as their resolver, you need to add this line in the unbound config file :
private-domain: plex.direct
My unbound config file was at /etc/unbound/unbound.conf on my pihole box.
That fixed it!
